--- branches/development/src/optimization/Armijo.cpp 2012/06/05 18:02:44 1741 +++ branches/development/src/optimization/Armijo.cpp 2013/05/17 14:41:42 1875 @@ -32,8 +32,8 @@ namespace QuantLib { Constraint& constraint = P.constraint(); succeed_=true; bool maxIter = false; - RealType qtold, t = t_ini; - size_t loopNumber = 0; + RealType t = t_ini; + RealType q0 = P.functionValue(); RealType qp0 = P.gradientNormValue(); @@ -51,6 +51,8 @@ namespace QuantLib { // Enter in the loop if the criterion is not satisfied if ((qt_-q0) > -alpha_*t*qpt_) { + RealType qtold; + size_t loopNumber = 0; do { loopNumber++; // Decrease step